{"id":"https://openalex.org/W4225592863","doi":"https://doi.org/10.1109/taes.2022.3166863","title":"Optimal Transportation Particle Filter for Linear Filtering Systems With Correlated Noises","display_name":"Optimal Transportation Particle Filter for Linear Filtering Systems With Correlated Noises","publication_year":2022,"publication_date":"2022-04-12","ids":{"openalex":"https://openalex.org/W4225592863","doi":"https://doi.org/10.1109/taes.2022.3166863"},"language":"en","primary_location":{"id":"doi:10.1109/taes.2022.3166863","is_oa":false,"landing_page_url":"https://doi.org/10.1109/taes.2022.3166863","pdf_url":null,"source":{"id":"https://openalex.org/S193624734","display_name":"IEEE Transactions on Aerospace and Electronic Systems","issn_l":"0018-9251","issn":["0018-9251","1557-9603","2371-9877"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Aerospace and Electronic Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5042683454","display_name":"Jiayi Kang","orcid":"https://orcid.org/0000-0001-7784-6432"},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiayi Kang","raw_affiliation_strings":["Department of Mathematical Sciences, Tsinghua University, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0001-7784-6432","affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, Tsinghua University, Beijing, China","institution_ids":["https://openalex.org/I99065089"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061898071","display_name":"Xiuqiong Chen","orcid":"https://orcid.org/0000-0003-3844-7177"},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiuqiong Chen","raw_affiliation_strings":["School of Mathematics, Renmin University of China, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0003-3844-7177","affiliations":[{"raw_affiliation_string":"School of Mathematics, Renmin University of China, Beijing, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5048234832","display_name":"Yangtianze Tao","orcid":"https://orcid.org/0000-0002-3775-6712"},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yangtianze Tao","raw_affiliation_strings":["Department of Mathematical Sciences, Tsinghua University, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0002-3775-6712","affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, Tsinghua University, Beijing, China","institution_ids":["https://openalex.org/I99065089"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5019752361","display_name":"Stephen S.\u2010T. Yau","orcid":"https://orcid.org/0000-0001-7634-7981"},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Stephen Shing-Toung Yau","raw_affiliation_strings":["Department of Mathematical Sciences, Tsinghua University, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0001-7634-7981","affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, Tsinghua University, Beijing, China","institution_ids":["https://openalex.org/I99065089"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2195,"currency":"USD","value_usd":2195},"apc_paid":null,"fwci":0.8967,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.77973111,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":93,"max":97},"biblio":{"volume":"58","issue":"6","first_page":"5190","last_page":"5203"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11490","display_name":"Hydrological Forecasting Using AI","score":0.9677000045776367,"subfield":{"id":"https://openalex.org/subfields/2305","display_name":"Environmental Engineering"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11344","display_name":"Traffic Prediction and Management Techniques","score":0.9556000232696533,"subfield":{"id":"https://openalex.org/subfields/2215","display_name":"Building and Construction"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/particle-filter","display_name":"Particle filter","score":0.6883440613746643},{"id":"https://openalex.org/keywords/ensemble-kalman-filter","display_name":"Ensemble Kalman filter","score":0.6081146001815796},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.5993305444717407},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.4842366874217987},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.46194085478782654},{"id":"https://openalex.org/keywords/filter-design","display_name":"Filter design","score":0.4509560167789459},{"id":"https://openalex.org/keywords/scalar","display_name":"Scalar (mathematics)","score":0.4450847804546356},{"id":"https://openalex.org/keywords/lti-system-theory","display_name":"LTI system theory","score":0.4427986145019531},{"id":"https://openalex.org/keywords/particle","display_name":"Particle (ecology)","score":0.4331415891647339},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4015209674835205},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.35457536578178406},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.34570491313934326},{"id":"https://openalex.org/keywords/linear-system","display_name":"Linear system","score":0.31809115409851074},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.3103873133659363},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.14899125695228577},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.13211414217948914}],"concepts":[{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.6883440613746643},{"id":"https://openalex.org/C79334102","wikidata":"https://www.wikidata.org/wiki/Q3072268","display_name":"Ensemble Kalman filter","level":4,"score":0.6081146001815796},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.5993305444717407},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.4842366874217987},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.46194085478782654},{"id":"https://openalex.org/C22597639","wikidata":"https://www.wikidata.org/wiki/Q5449227","display_name":"Filter design","level":3,"score":0.4509560167789459},{"id":"https://openalex.org/C57691317","wikidata":"https://www.wikidata.org/wiki/Q1289248","display_name":"Scalar (mathematics)","level":2,"score":0.4450847804546356},{"id":"https://openalex.org/C87698059","wikidata":"https://www.wikidata.org/wiki/Q1808960","display_name":"LTI system theory","level":3,"score":0.4427986145019531},{"id":"https://openalex.org/C2778517922","wikidata":"https://www.wikidata.org/wiki/Q7140482","display_name":"Particle (ecology)","level":2,"score":0.4331415891647339},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4015209674835205},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.35457536578178406},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.34570491313934326},{"id":"https://openalex.org/C6802819","wikidata":"https://www.wikidata.org/wiki/Q1072174","display_name":"Linear system","level":2,"score":0.31809115409851074},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.3103873133659363},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.14899125695228577},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.13211414217948914},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C111368507","wikidata":"https://www.wikidata.org/wiki/Q43518","display_name":"Oceanography","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/taes.2022.3166863","is_oa":false,"landing_page_url":"https://doi.org/10.1109/taes.2022.3166863","pdf_url":null,"source":{"id":"https://openalex.org/S193624734","display_name":"IEEE Transactions on Aerospace and Electronic Systems","issn_l":"0018-9251","issn":["0018-9251","1557-9603","2371-9877"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Aerospace and Electronic Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G938812237","display_name":null,"funder_award_id":"11961141005","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":41,"referenced_works":["https://openalex.org/W1573874356","https://openalex.org/W1577524405","https://openalex.org/W1585160083","https://openalex.org/W1596448047","https://openalex.org/W1963763873","https://openalex.org/W1992747726","https://openalex.org/W2023103251","https://openalex.org/W2038220061","https://openalex.org/W2058490559","https://openalex.org/W2060492660","https://openalex.org/W2066601679","https://openalex.org/W2080273507","https://openalex.org/W2083402998","https://openalex.org/W2087158441","https://openalex.org/W2098613108","https://openalex.org/W2105934661","https://openalex.org/W2129594200","https://openalex.org/W2169921307","https://openalex.org/W2173190456","https://openalex.org/W2188989812","https://openalex.org/W2468907551","https://openalex.org/W2478586622","https://openalex.org/W2612241113","https://openalex.org/W2805224087","https://openalex.org/W2963857160","https://openalex.org/W2964027953","https://openalex.org/W2964065385","https://openalex.org/W3005974372","https://openalex.org/W3012262029","https://openalex.org/W3100611908","https://openalex.org/W3101222959","https://openalex.org/W3106387989","https://openalex.org/W3197410800","https://openalex.org/W4200219983","https://openalex.org/W4206471589","https://openalex.org/W4301621763","https://openalex.org/W6634696718","https://openalex.org/W6635643230","https://openalex.org/W6686814454","https://openalex.org/W6745532218","https://openalex.org/W6752339051"],"related_works":["https://openalex.org/W4206024512","https://openalex.org/W1585960250","https://openalex.org/W2341297234","https://openalex.org/W2053335193","https://openalex.org/W2394115825","https://openalex.org/W2098360755","https://openalex.org/W4246354917","https://openalex.org/W2188632562","https://openalex.org/W1996382496","https://openalex.org/W2533888311"],"abstract_inverted_index":{"Dedicate":[0],"to":[1,61,78],"Professor":[2],"Thomas":[3],"Kailath":[4],"on":[5],"the":[6,34,37,47,80,99,108,115,120,134],"occasion":[7],"of":[8,36,95],"his":[9],"87":[10],"Birthday.In":[11],"this":[12,84],"article,":[13],"we":[14,59,71],"derive":[15],"an":[16,42],"optimal":[17,43],"transportation":[18,44],"particle":[19,39,68,101,117],"filter":[20,40,102,118],"for":[21,89],"linear":[22],"time-varying":[23],"systems":[24],"with":[25,41,114],"correlated":[26],"noises.":[27],"This":[28],"method":[29,51,97,125],"can":[30],"be":[31],"regarded":[32],"as":[33],"extension":[35],"feedback":[38,67,100,116],"structure.":[45],"However,":[46],"particles":[48,64,77],"in":[49,54,65,129],"our":[50,96,124],"are":[52],"evolved":[53],"a":[55,66,74],"deterministic":[56],"way,":[57],"while":[58],"need":[60,73],"generate":[62],"random":[63],"filter.":[69],"Consequently,":[70],"only":[72],"very":[75],"few":[76],"obtain":[79],"satisfying":[81],"results,":[82],"and":[83,98,119,136],"property":[85],"is":[86,110],"especially":[87],"significant":[88],"high-dimensional":[90,137],"problems.":[91],"The":[92],"error":[93],"analysis":[94],"has":[103],"been":[104],"carried":[105],"out":[106],"when":[107],"system":[109],"time":[111],"invariant.":[112],"Compared":[113],"ensemble":[121],"Kalman":[122],"filter,":[123],"shows":[126],"great":[127],"efficiency":[128],"numerical":[130],"experiments,":[131],"including":[132],"both":[133],"scalar":[135],"cases.":[138]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2}],"updated_date":"2026-08-28T12:50:07.497085","created_date":"2025-10-10T00:00:00"}
